Adjust oven rack to middle position and heat oven to 400°F. Line a rimmed baking sheet with parchment paper. Unfold the puff pastry on a lightly floured counter and roll it into a 12 by 9-inch rectangle with the short side parallel to the edge of the counter, flouring top of dough as needed.

Using a pastry wheel, pizza wheel or chef's knife, trim the dough to a 12 by 8-inch rectangle. Cut dough lengthwise into eight 1-inch strips. Cut dough crosswise at three 3-inch intervals. (You should have thirty-two 3 by 1-inch dough strips.)

Lightly brush 1 row of dough strips with egg wash. Roll one frank in each dough strip and transfer the bundle, seam side down, to the prepared sheet. Repeat with remaining dough strips and franks, spacing bundles ½ inch apart. (Unbaked pigs can be prepared, covered with plastic wrap, and refrigerated for up to 24 hours or frozen for up to 3 months.)

Combine Parmesan, bagel seasoning, and pepper in a shallow dish. Working with a few bundles at a time, brush the tops with egg wash and gently roll in the seasoning mixture. Bake until pastry is golden brown, about 23 minutes.

Meanwhile, whisk all ingredients together in a bowl.

Let the pigs cool on the sheet for 10 minutes. Serve with mustard sauce. Enjoy!